Modelling Claims Runoff Triangles with Two-dimensional Time Series

DOI10.1080/03461238.1989.10413863zbMath0711.62094OpenAlexW2080444205MaRDI QIDQ3497093

Richard J. Verrall

Publication date: 1989

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1989.10413863

zbMATH Keywords

maximum likelihood estimationmodel selectiontime seriesAkaike's information criterionclaims reservesnearest-neighbour modelsforecasting the claims runoff

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

INAR and IBNR ⋮ Minimum distance loss-reserving ⋮ Forecasting Runoff Triangles

Cites Work

• Unnamed Item
• On the correlation structure of some two-dimensional stationary processes
• ON STATIONARY PROCESSES IN THE PLANE

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